Winona is a city in and the county seat of Montgomery County, Mississippi, United States. The population was 4,505 at the 2020 census, down fr…Winona is a city in and the county seat of Montgomery County, Mississippi, United States. The population was 4,505 at the 2020 census, down from 5,043 in 2010. Winona is known in the local area as "The Crossroads"; the intersection of U.S. Interstate 55 and U.S. Highway 51 and 82 run through here.